134 citations · 478 across the 27 of their papers we have counts for
15 papers · 1 filter
Posterior consistency in multi-response regression models with non-informative priors for the error covariance matrix in growing dimensions
Partha Sarkar, Kshitij Khare, Malay Ghosh
The Inverse-Wishart (IW) distribution is a standard and popular choice of priors for covariance matrices and has attractive properties such as conditional conjugacy. However, the I…
High-dimensional properties for empirical priors in linear regression with unknown error variance
Xiao Fang, Malay Ghosh
We study full Bayesian procedures for high-dimensional linear regression. We adopt data-dependent empirical priors introduced in [1]. In their paper, these priors have nice posteri…
Ultra High-dimensional Multivariate Posterior Contraction Rate Under Shrinkage Priors
Ruoyang Zhang, Malay Ghosh
In recent years, shrinkage priors have received much attention in high-dimensional data analysis from a Bayesian perspective. Compared with widely used spike-and-slab priors, shrin…
Consistent Bayesian Sparsity Selection for High-dimensional Gaussian DAG Models with Multiplicative and Beta-mixture Priors
Xuan Cao, Kshitij Khare, Malay Ghosh
Estimation of the covariance matrix for high-dimensional multivariate datasets is a challenging and important problem in modern statistics. In this paper, we focus on high-dimensio…
Bayes Minimax Competitors of Preliminary Test Estimators in k Sample Problems
Ryo Imai, Tatsuya Kubokawa, Malay Ghosh
In this paper, we consider the estimation of a mean vector of a multivariate normal population where the mean vector is suspected to be nearly equal to mean vectors of other…
Bayesian Simultaneous Estimation for Means in Sample Problems
Ryo Imai, Tatsuya Kubokawa, Malay Ghosh
This paper is concerned with the simultaneous estimation of population means when one suspects that the means are nearly equal. As an alternative to the preliminary test es…